No cable

I am not sure if this question has been asked before but I just recently
bought a new computer with vista preinstalled. I connected my ethernet cable
to my computer and to the phone jack but my computer says that there is no
cable connected to the computer when there is.
I've called the internet company and they said that my internet was working.
My old computer that ran on XP picked it up perfectly.
I have DSL.

Any Help would be awesome.
I've tried everything I could think of.